Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
We consider asymptotic behavior of partial sums and sample covariances for linear processes whose innovations are dependent. Central limit theorems and invariance principles are established under fairly mild conditions. Our results go beyond earlier ones by allowing a quite wide class of innovations which includes many important nonlinear time series models. Applications to linear processes with GARCH innovations and other nonlinear time series models are discussed. © 2005 Elsevier B.V. All rights reserved.
Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Igor Devetak, Andreas Winter
ISIT 2003
Nimrod Megiddo
Journal of Symbolic Computation
Vladimir Yanovski, Israel A. Wagner, et al.
Ann. Math. Artif. Intell.